opencv/modules/ml/src/svmsgd.cpp
2018-03-28 18:43:27 +03:00

524 lines
17 KiB
C++

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#include "precomp.hpp"
#include "limits"
#include <iostream>
using std::cout;
using std::endl;
/****************************************************************************************\
* Stochastic Gradient Descent SVM Classifier *
\****************************************************************************************/
namespace cv
{
namespace ml
{
class SVMSGDImpl CV_FINAL : public SVMSGD
{
public:
SVMSGDImpl();
virtual ~SVMSGDImpl() {}
virtual bool train(const Ptr<TrainData>& data, int) CV_OVERRIDE;
virtual float predict( InputArray samples, OutputArray results=noArray(), int flags = 0 ) const CV_OVERRIDE;
virtual bool isClassifier() const CV_OVERRIDE;
virtual bool isTrained() const CV_OVERRIDE;
virtual void clear() CV_OVERRIDE;
virtual void write(FileStorage &fs) const CV_OVERRIDE;
virtual void read(const FileNode &fn) CV_OVERRIDE;
virtual Mat getWeights() CV_OVERRIDE { return weights_; }
virtual float getShift() CV_OVERRIDE { return shift_; }
virtual int getVarCount() const CV_OVERRIDE { return weights_.cols; }
virtual String getDefaultName() const CV_OVERRIDE {return "opencv_ml_svmsgd";}
virtual void setOptimalParameters(int svmsgdType = ASGD, int marginType = SOFT_MARGIN) CV_OVERRIDE;
inline int getSvmsgdType() const CV_OVERRIDE { return params.svmsgdType; }
inline void setSvmsgdType(int val) CV_OVERRIDE { params.svmsgdType = val; }
inline int getMarginType() const CV_OVERRIDE { return params.marginType; }
inline void setMarginType(int val) CV_OVERRIDE { params.marginType = val; }
inline float getMarginRegularization() const CV_OVERRIDE { return params.marginRegularization; }
inline void setMarginRegularization(float val) CV_OVERRIDE { params.marginRegularization = val; }
inline float getInitialStepSize() const CV_OVERRIDE { return params.initialStepSize; }
inline void setInitialStepSize(float val) CV_OVERRIDE { params.initialStepSize = val; }
inline float getStepDecreasingPower() const CV_OVERRIDE { return params.stepDecreasingPower; }
inline void setStepDecreasingPower(float val) CV_OVERRIDE { params.stepDecreasingPower = val; }
inline cv::TermCriteria getTermCriteria() const CV_OVERRIDE { return params.termCrit; }
inline void setTermCriteria(const cv::TermCriteria& val) CV_OVERRIDE { params.termCrit = val; }
private:
void updateWeights(InputArray sample, bool positive, float stepSize, Mat &weights);
void writeParams( FileStorage &fs ) const;
void readParams( const FileNode &fn );
static inline bool isPositive(float val) { return val > 0; }
static void normalizeSamples(Mat &matrix, Mat &average, float &multiplier);
float calcShift(InputArray _samples, InputArray _responses) const;
static void makeExtendedTrainSamples(const Mat &trainSamples, Mat &extendedTrainSamples, Mat &average, float &multiplier);
// Vector with SVM weights
Mat weights_;
float shift_;
// Parameters for learning
struct SVMSGDParams
{
float marginRegularization;
float initialStepSize;
float stepDecreasingPower;
TermCriteria termCrit;
int svmsgdType;
int marginType;
};
SVMSGDParams params;
};
Ptr<SVMSGD> SVMSGD::create()
{
return makePtr<SVMSGDImpl>();
}
Ptr<SVMSGD> SVMSGD::load(const String& filepath, const String& nodeName)
{
return Algorithm::load<SVMSGD>(filepath, nodeName);
}
void SVMSGDImpl::normalizeSamples(Mat &samples, Mat &average, float &multiplier)
{
int featuresCount = samples.cols;
int samplesCount = samples.rows;
average = Mat(1, featuresCount, samples.type());
CV_Assert(average.type() == CV_32FC1);
for (int featureIndex = 0; featureIndex < featuresCount; featureIndex++)
{
average.at<float>(featureIndex) = static_cast<float>(mean(samples.col(featureIndex))[0]);
}
for (int sampleIndex = 0; sampleIndex < samplesCount; sampleIndex++)
{
samples.row(sampleIndex) -= average;
}
double normValue = norm(samples);
multiplier = static_cast<float>(sqrt(static_cast<double>(samples.total())) / normValue);
samples *= multiplier;
}
void SVMSGDImpl::makeExtendedTrainSamples(const Mat &trainSamples, Mat &extendedTrainSamples, Mat &average, float &multiplier)
{
Mat normalizedTrainSamples = trainSamples.clone();
int samplesCount = normalizedTrainSamples.rows;
normalizeSamples(normalizedTrainSamples, average, multiplier);
Mat onesCol = Mat::ones(samplesCount, 1, CV_32F);
cv::hconcat(normalizedTrainSamples, onesCol, extendedTrainSamples);
}
void SVMSGDImpl::updateWeights(InputArray _sample, bool positive, float stepSize, Mat& weights)
{
Mat sample = _sample.getMat();
int response = positive ? 1 : -1; // ensure that trainResponses are -1 or 1
if ( sample.dot(weights) * response > 1)
{
// Not a support vector, only apply weight decay
weights *= (1.f - stepSize * params.marginRegularization);
}
else
{
// It's a support vector, add it to the weights
weights -= (stepSize * params.marginRegularization) * weights - (stepSize * response) * sample;
}
}
float SVMSGDImpl::calcShift(InputArray _samples, InputArray _responses) const
{
float margin[2] = { std::numeric_limits<float>::max(), std::numeric_limits<float>::max() };
Mat trainSamples = _samples.getMat();
int trainSamplesCount = trainSamples.rows;
Mat trainResponses = _responses.getMat();
CV_Assert(trainResponses.type() == CV_32FC1);
for (int samplesIndex = 0; samplesIndex < trainSamplesCount; samplesIndex++)
{
Mat currentSample = trainSamples.row(samplesIndex);
float dotProduct = static_cast<float>(currentSample.dot(weights_));
bool positive = isPositive(trainResponses.at<float>(samplesIndex));
int index = positive ? 0 : 1;
float signToMul = positive ? 1.f : -1.f;
float curMargin = dotProduct * signToMul;
if (curMargin < margin[index])
{
margin[index] = curMargin;
}
}
return -(margin[0] - margin[1]) / 2.f;
}
bool SVMSGDImpl::train(const Ptr<TrainData>& data, int)
{
clear();
CV_Assert( isClassifier() ); //toDo: consider
Mat trainSamples = data->getTrainSamples();
int featureCount = trainSamples.cols;
Mat trainResponses = data->getTrainResponses(); // (trainSamplesCount x 1) matrix
CV_Assert(trainResponses.rows == trainSamples.rows);
if (trainResponses.empty())
{
return false;
}
int positiveCount = countNonZero(trainResponses >= 0);
int negativeCount = countNonZero(trainResponses < 0);
if ( positiveCount <= 0 || negativeCount <= 0 )
{
weights_ = Mat::zeros(1, featureCount, CV_32F);
shift_ = (positiveCount > 0) ? 1.f : -1.f;
return true;
}
Mat extendedTrainSamples;
Mat average;
float multiplier = 0;
makeExtendedTrainSamples(trainSamples, extendedTrainSamples, average, multiplier);
int extendedTrainSamplesCount = extendedTrainSamples.rows;
int extendedFeatureCount = extendedTrainSamples.cols;
Mat extendedWeights = Mat::zeros(1, extendedFeatureCount, CV_32F);
Mat previousWeights = Mat::zeros(1, extendedFeatureCount, CV_32F);
Mat averageExtendedWeights;
if (params.svmsgdType == ASGD)
{
averageExtendedWeights = Mat::zeros(1, extendedFeatureCount, CV_32F);
}
RNG rng(0);
CV_Assert (params.termCrit.type & TermCriteria::COUNT || params.termCrit.type & TermCriteria::EPS);
int maxCount = (params.termCrit.type & TermCriteria::COUNT) ? params.termCrit.maxCount : INT_MAX;
double epsilon = (params.termCrit.type & TermCriteria::EPS) ? params.termCrit.epsilon : 0;
double err = DBL_MAX;
CV_Assert (trainResponses.type() == CV_32FC1);
// Stochastic gradient descent SVM
for (int iter = 0; (iter < maxCount) && (err > epsilon); iter++)
{
int randomNumber = rng.uniform(0, extendedTrainSamplesCount); //generate sample number
Mat currentSample = extendedTrainSamples.row(randomNumber);
float stepSize = params.initialStepSize * std::pow((1 + params.marginRegularization * params.initialStepSize * (float)iter), (-params.stepDecreasingPower)); //update stepSize
updateWeights( currentSample, isPositive(trainResponses.at<float>(randomNumber)), stepSize, extendedWeights );
//average weights (only for ASGD model)
if (params.svmsgdType == ASGD)
{
averageExtendedWeights = ((float)iter/ (1 + (float)iter)) * averageExtendedWeights + extendedWeights / (1 + (float) iter);
err = norm(averageExtendedWeights - previousWeights);
averageExtendedWeights.copyTo(previousWeights);
}
else
{
err = norm(extendedWeights - previousWeights);
extendedWeights.copyTo(previousWeights);
}
}
if (params.svmsgdType == ASGD)
{
extendedWeights = averageExtendedWeights;
}
Rect roi(0, 0, featureCount, 1);
weights_ = extendedWeights(roi);
weights_ *= multiplier;
CV_Assert((params.marginType == SOFT_MARGIN || params.marginType == HARD_MARGIN) && (extendedWeights.type() == CV_32FC1));
if (params.marginType == SOFT_MARGIN)
{
shift_ = extendedWeights.at<float>(featureCount) - static_cast<float>(weights_.dot(average));
}
else
{
shift_ = calcShift(trainSamples, trainResponses);
}
return true;
}
float SVMSGDImpl::predict( InputArray _samples, OutputArray _results, int ) const
{
float result = 0;
cv::Mat samples = _samples.getMat();
int nSamples = samples.rows;
cv::Mat results;
CV_Assert( samples.cols == weights_.cols && samples.type() == CV_32FC1);
if( _results.needed() )
{
_results.create( nSamples, 1, samples.type() );
results = _results.getMat();
}
else
{
CV_Assert( nSamples == 1 );
results = Mat(1, 1, CV_32FC1, &result);
}
for (int sampleIndex = 0; sampleIndex < nSamples; sampleIndex++)
{
Mat currentSample = samples.row(sampleIndex);
float criterion = static_cast<float>(currentSample.dot(weights_)) + shift_;
results.at<float>(sampleIndex) = (criterion >= 0) ? 1.f : -1.f;
}
return result;
}
bool SVMSGDImpl::isClassifier() const
{
return (params.svmsgdType == SGD || params.svmsgdType == ASGD)
&&
(params.marginType == SOFT_MARGIN || params.marginType == HARD_MARGIN)
&&
(params.marginRegularization > 0) && (params.initialStepSize > 0) && (params.stepDecreasingPower >= 0);
}
bool SVMSGDImpl::isTrained() const
{
return !weights_.empty();
}
void SVMSGDImpl::write(FileStorage& fs) const
{
if( !isTrained() )
CV_Error( CV_StsParseError, "SVMSGD model data is invalid, it hasn't been trained" );
writeFormat(fs);
writeParams( fs );
fs << "weights" << weights_;
fs << "shift" << shift_;
}
void SVMSGDImpl::writeParams( FileStorage& fs ) const
{
String SvmsgdTypeStr;
switch (params.svmsgdType)
{
case SGD:
SvmsgdTypeStr = "SGD";
break;
case ASGD:
SvmsgdTypeStr = "ASGD";
break;
default:
SvmsgdTypeStr = format("Unknown_%d", params.svmsgdType);
}
fs << "svmsgdType" << SvmsgdTypeStr;
String marginTypeStr;
switch (params.marginType)
{
case SOFT_MARGIN:
marginTypeStr = "SOFT_MARGIN";
break;
case HARD_MARGIN:
marginTypeStr = "HARD_MARGIN";
break;
default:
marginTypeStr = format("Unknown_%d", params.marginType);
}
fs << "marginType" << marginTypeStr;
fs << "marginRegularization" << params.marginRegularization;
fs << "initialStepSize" << params.initialStepSize;
fs << "stepDecreasingPower" << params.stepDecreasingPower;
fs << "term_criteria" << "{:";
if( params.termCrit.type & TermCriteria::EPS )
fs << "epsilon" << params.termCrit.epsilon;
if( params.termCrit.type & TermCriteria::COUNT )
fs << "iterations" << params.termCrit.maxCount;
fs << "}";
}
void SVMSGDImpl::readParams( const FileNode& fn )
{
String svmsgdTypeStr = (String)fn["svmsgdType"];
int svmsgdType =
svmsgdTypeStr == "SGD" ? SGD :
svmsgdTypeStr == "ASGD" ? ASGD : -1;
if( svmsgdType < 0 )
CV_Error( CV_StsParseError, "Missing or invalid SVMSGD type" );
params.svmsgdType = svmsgdType;
String marginTypeStr = (String)fn["marginType"];
int marginType =
marginTypeStr == "SOFT_MARGIN" ? SOFT_MARGIN :
marginTypeStr == "HARD_MARGIN" ? HARD_MARGIN : -1;
if( marginType < 0 )
CV_Error( CV_StsParseError, "Missing or invalid margin type" );
params.marginType = marginType;
CV_Assert ( fn["marginRegularization"].isReal() );
params.marginRegularization = (float)fn["marginRegularization"];
CV_Assert ( fn["initialStepSize"].isReal() );
params.initialStepSize = (float)fn["initialStepSize"];
CV_Assert ( fn["stepDecreasingPower"].isReal() );
params.stepDecreasingPower = (float)fn["stepDecreasingPower"];
FileNode tcnode = fn["term_criteria"];
CV_Assert(!tcnode.empty());
params.termCrit.epsilon = (double)tcnode["epsilon"];
params.termCrit.maxCount = (int)tcnode["iterations"];
params.termCrit.type = (params.termCrit.epsilon > 0 ? TermCriteria::EPS : 0) +
(params.termCrit.maxCount > 0 ? TermCriteria::COUNT : 0);
CV_Assert ((params.termCrit.type & TermCriteria::COUNT || params.termCrit.type & TermCriteria::EPS));
}
void SVMSGDImpl::read(const FileNode& fn)
{
clear();
readParams(fn);
fn["weights"] >> weights_;
fn["shift"] >> shift_;
}
void SVMSGDImpl::clear()
{
weights_.release();
shift_ = 0;
}
SVMSGDImpl::SVMSGDImpl()
{
clear();
setOptimalParameters();
}
void SVMSGDImpl::setOptimalParameters(int svmsgdType, int marginType)
{
switch (svmsgdType)
{
case SGD:
params.svmsgdType = SGD;
params.marginType = (marginType == SOFT_MARGIN) ? SOFT_MARGIN :
(marginType == HARD_MARGIN) ? HARD_MARGIN : -1;
params.marginRegularization = 0.0001f;
params.initialStepSize = 0.05f;
params.stepDecreasingPower = 1.f;
params.termCrit = TermCriteria(TermCriteria::COUNT + TermCriteria::EPS, 100000, 0.00001);
break;
case ASGD:
params.svmsgdType = ASGD;
params.marginType = (marginType == SOFT_MARGIN) ? SOFT_MARGIN :
(marginType == HARD_MARGIN) ? HARD_MARGIN : -1;
params.marginRegularization = 0.00001f;
params.initialStepSize = 0.05f;
params.stepDecreasingPower = 0.75f;
params.termCrit = TermCriteria(TermCriteria::COUNT + TermCriteria::EPS, 100000, 0.00001);
break;
default:
CV_Error( CV_StsParseError, "SVMSGD model data is invalid" );
}
}
} //ml
} //cv